On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix

DOI10.1214/aos/1176347980zbMath0742.62015OpenAlexW2026786624MaRDI QIDQ1175403

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347980

zbMATH Keywords

eigenvalue inequality bootstrap distribution of the eigenvalues of the sample covariance matrix eigenvalues of a random symmetric matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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